0.19Open0.25Pre Close426 Volume3.58K Open Interest4.00Strike Price5.59KTurnover97.88%IV2.03%PremiumJan 17, 2025Expiry Date0.06Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.5120Delta1.3843Gamma29.19Leverage Ratio-0.0335Theta-0.0001Rho-14.94Eff Leverage0.0012Vega